Statistical Analysis

Our Goal

Our goal is to provide bank level risk management reports in order to teach and guide risk management techniques and analysis. However, None of this analysis is tailored to a specific individual or account and is to be used for informational purposes only - Please contact us at in order to sign up to receive first reports produced.

1) Regression Analysis - Is there a variable that is statistically significant affecting the independent variable being tested?

2) Correlation Analysis - What is the strength of relationships between certain cryptocurrency pairs and other financial assets?

3) Monte Carlo Simulations - simulations of potential future outcomes based on statistical distributions

4) Volatility Analysis - used to estimate and predict likelihood of large movements in digital assets. Includes GARCH, EWMA

5) Historical VaR - Value at Risk using historical prices and a given confidence threshold - Expected Shortfall (ES) also calculated.

6) Advanced Value At Risk Techniques - More sophisticated approaches to calculating portfolio value at risk by incorporating volatility estimates or age weightings